Econometrics: one step ahead forecast - page 136

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faa1947:
I don't know how to take the SB, then what SB? I see where you're going with this. At 80000 bars, that's SB, there's no trend, it's all sideways.
On the contrary. Have you heard of the law of arcsinus?
 
paukas:
On the contrary. Have you heard of the law of arcsinus?


help if you need it.

it seems to be a good branch, and there are many venerable ones there)

http://forum.viac.ru/viewtopic.php?t=2756&start=75

 
paukas:
On the contrary. Have you heard of the law of arcinus ?
No. Enlighten me, if you don't mind, and preferably with a link.
 
faa1947:
No. Enlighten me, if you don't mind, and preferably a link.
I remember you said your major was Applied Mathematics... You must have been a double major... You didn't mean to deliberately mislead the public, did you? Or was there malice involved? Admit it and you'll feel better.
 

Here are three pictures with a shift of 1 hour. The window is the same everywhere and = 236 bars

We can see that they are slightly different, but the three peaks are surprisingly stable!

 
faa1947:

Here are three pictures with a shift of 1 hour. The window is the same everywhere and = 236 bars

We can see that they are slightly different, but the three peaks are surprisingly stable!

"With a shift of one hour" ... Fucking "remarkably stable", but don't you realise you're looking at the same sample??? That sample is cast by just one number, just one. And you've already got the spikes gone to God knows where. What are you going to do with them?
 
Farnsworth:
"With a shift of one hour" ... Fucking "remarkably stable", but don't you realise you're looking at the same sample??? That sample is cast by just one number, just one. And you've already got the spikes gone to God knows where. What are you going to do with them?
I've looked at your posts on the last few pages. It's all emotion. There's no constructive message.
 
faa1947:
I looked at your posts on the last few pages. Nothing but emotions. There is no constructiveness.

What do you expect when you draw fundamental conclusions based on illusions? What "demand" is the same as supply, you are a guru in econometrics, you should understand that.

The question to you is very constructive: you've found "peaks" of the spectrum, based on the MESA method, first of all they are peaks of "what", and (excuse the tautology) what will you do with them?

 
Farnsworth:

What do you expect when you draw fundamental conclusions based on illusions? What "demand" is the same as supply, you are a guru in econometrics, you should understand that.

The question to you remains, a very constructive question, you found "peaks" of the spectrum, based on the MESA method, firstly, they are peaks of "what", and (pardon the tautology) what will you do with them?

The pictures show that it made sense to have three PFs centred: 56, 81 and 140. The fact that the frequency is a bit floaty is irrelevant, as there is no need for PFs with a drain on the frequency. Other frequencies are less significant and can be neglected. The values given by the filters can be used for prediction, as we clearly observe not just stationarity, but determinism of the process.
 
faa1947:
The pictures show that it made sense to have three PFs centred: 56, 81 and 140. The fact that the frequency floats a bit is irrelevant, as there is no need for PFs with a drain on the frequency. Other frequencies are less significant and can be neglected. The values given by the filters can be used for prediction, as we clearly observe not just stationarity, but determinism of the process.

Is the PF a Fourier transform? If so, what are the "centres" of the Fourier transform (and I think one transform is enough, three is a bit much). And I take it that you want these numbers 56, 81 and 14, found by MESA method, just substitute them into PF? And get a deterministic model that will describe the market in the near future? Have I got that right?

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